+129.9%
MRK vs NEM
+155.2%
-25.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | -4.3% | -1.0% | -3.3% | -4.2% |
| 30D | +8.3% | +7.8% | +0.4% | +7.8% |
| 3M | +20.0% | +30.2% | -10.2% | +18.5% |
| 6M | +25.7% | +9.6% | +16.1% | +24.9% |
| YTD | +38.7% | +27.8% | +10.9% | +36.6% |
| 1Y | +74.7% | +60.7% | +14.0% | +69.6% |
| 3Y | +45.4% | +245.3% | -199.9% | +34.3% |
| All | +129.9% | +155.2% | -25.3% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling